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nvmix (version 0.0-8)

Multivariate Normal Variance Mixtures

Description

Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters.

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Version

Install

install.packages('nvmix')

Monthly Downloads

277

Version

0.0-8

License

GPL (>= 3) | file LICENCE

Maintainer

Marius Hofert

Last Published

January 23rd, 2022

Functions in nvmix (0.0-8)

riskmeasures

Risk measures for normal variance mixtures
numerical_experiments_data

Data Generated by the Demo 'numerical_experiments'
pnvmix

Distribution Function of Multivariate Normal Variance Mixtures
dgnvmix

Density of Grouped Normal Variance Mixtures
pgnvmix

Distribution Function of Grouped Multivariate Normal Variance Mixtures
qnvmix

Quantile Function of a univariate Normal Variance Mixture Distribution
dnvmix

Density of Multivariate Normal Variance Mixtures
fitnvmix

Fitting Multivariate Normal Variance Mixtures
gammamix

Functionalities for Gamma Scale Mixture Models
rnvmix

(Quasi-)Random Number Generation for Multivariate Normal Variance Mixtures
copula

Functionalities for Normal Variance Mixture Copulas
skewstudent

Functionalities for the skew-t distribution and copula
dependencemeasures

Dependence Measures for grouped normal variance mixture copulas
get_set_param

Algorithm-specific Parameters
get_set_qqplot_param

Plotting parameters for QQ Plots
rgnvmix

(Quasi-)Random Number Generator for Grouped Normal Variance Mixtures
qqplot_maha

QQ Plot for Multivariate Normal Variance Mixtures